Problem of fuzzy portfolio optimization and its solution with application of forecasting methods
Saved in:
| Date: | 2016 |
|---|---|
| Main Authors: | Y. Zaychenko, I. Sidoruk |
| Format: | Article |
| Language: | English |
| Published: |
2016
|
| Series: | System researches & information technologies |
| Online Access: | http://jnas.nbuv.gov.ua/article/UJRN-0001078968 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
Institution
Library portal of National Academy of Sciences of Ukraine | LibNASSimilar Items
Problem of Fuzzy portfolio optimization and its solution with application of forecasting methods
by: Zaychenko, Y., et al.
Published: (2016)
by: Zaychenko, Y., et al.
Published: (2016)
Fuzzy GMDH and its application to forecasting financial processes
by: Y. Zaychenko, et al.
Published: (2019)
by: Y. Zaychenko, et al.
Published: (2019)
A new geometrical method for portfolio optimization
by: F. Butin
Published: (2021)
by: F. Butin
Published: (2021)
Research of the multistage stochastic portfolio optimization problems
by: O. A. Galkina
Published: (2016)
by: O. A. Galkina
Published: (2016)
On Polyhedral Coherent Risk Measures and Portfolio Optimization Problems
by: V. S. Kyryliuk
Published: (2022)
by: V. S. Kyryliuk
Published: (2022)
The Efficiency of Discrete Optimization Algorithm Portfolios
by: I. V. Serhiienko, et al.
Published: (2021)
by: I. V. Serhiienko, et al.
Published: (2021)
Algorithm for solving two-criteria problem of optimal portfolio of risky as-sets
by: F. G. Garashchenko, et al.
Published: (2018)
by: F. G. Garashchenko, et al.
Published: (2018)
Optimal fuzzy deep daily nutrients requirements representation: Application to optimal Morocco diet problem
by: Moutaouakil K. El, et al.
Published: (2022)
by: Moutaouakil K. El, et al.
Published: (2022)
About two-criteria optimization of the stock portfolio
by: F. H. Harashchenko, et al.
Published: (2017)
by: F. H. Harashchenko, et al.
Published: (2017)
Multicriteria power engineering problems and fuzzy set based methods of their solution
by: Ekel, P.Yа., et al.
Published: (2014)
by: Ekel, P.Yа., et al.
Published: (2014)
On formalization of combinatorial optimization problems on fuzzy sets
by: L. F. Hulianytskyi, et al.
Published: (2016)
by: L. F. Hulianytskyi, et al.
Published: (2016)
Determination of the optimal order portfolio from the many of possible
by: M. V. Dykha, et al.
Published: (2021)
by: M. V. Dykha, et al.
Published: (2021)
Cascade neo-fuzzy neural network in the forecasting problem at stock exchange
by: Ju. P. Zajchenko, et al.
Published: (2017)
by: Ju. P. Zajchenko, et al.
Published: (2017)
The Problem of Local Optimization of Graphs and Its Applications
by: A. V. Anisimov
Published: (2022)
by: A. V. Anisimov
Published: (2022)
Multicriteria power engineering problems and fuzzy set based methods of their solution
by: Ya. Ekel, et al.
Published: (2014)
by: Ya. Ekel, et al.
Published: (2014)
On questions of formalization of combinatorial optimization problems on fuzzy sets
by: I. I. Riasna
Published: (2018)
by: I. I. Riasna
Published: (2018)
Further examination of the 1/N portfolio rule: a comparison against Sharpe-optimal portfolios under varying constraints
by: S. M. Nor, et al.
Published: (2017)
by: S. M. Nor, et al.
Published: (2017)
Fuzzy approach to forecasting the dynamics of vegetation indices
by: E. R. Aliyev, et al.
Published: (2022)
by: E. R. Aliyev, et al.
Published: (2022)
Fuzzy approach to forecasting the dynamics ofvegetation indices
by: Aliyev, E.R., et al.
Published: (2022)
by: Aliyev, E.R., et al.
Published: (2022)
Modeling the Optimal Investment Portfolio for a Non-State Pension Fund
by: O. I. Reshetniak
Published: (2016)
by: O. I. Reshetniak
Published: (2016)
Necessary and sufficient conditions of optimality in the problems of control with fuzzy parameters
by: Molchanyuk, I. V., et al.
Published: (2009)
by: Molchanyuk, I. V., et al.
Published: (2009)
Methodical approaches to assessment of quality of the bank loan portfolio
by: Yu. S. Tysiachna
Published: (2014)
by: Yu. S. Tysiachna
Published: (2014)
Credibility of fuzziness: theory and application
by: O. I. Provotar, et al.
Published: (2018)
by: O. I. Provotar, et al.
Published: (2018)
Credibility of fuzziness: theory and application
by: Provotar, O.I., et al.
Published: (2018)
by: Provotar, O.I., et al.
Published: (2018)
Optimization of Commodities Portfolio as a Factor in Increasing the Economic Efficiency of Production Enterprise
by: V. A. Verba, et al.
Published: (2014)
by: V. A. Verba, et al.
Published: (2014)
Determining an Optimal Structure of a Portfolio Containing Assets of Mature and Emerging Markets
by: N. L. Chernova, et al.
Published: (2020)
by: N. L. Chernova, et al.
Published: (2020)
Stock portfolio hedging based on the volatility management strategy with the dynamic parameter optimization
by: O. V. Piskun
Published: (2015)
by: O. V. Piskun
Published: (2015)
Fuzzy boolean variables and their applications
by: O. O. Provotar
Published: (2015)
by: O. O. Provotar
Published: (2015)
Application of the collocation method to solution of boundary value problems
by: Ronto, N. I., et al.
Published: (1971)
by: Ronto, N. I., et al.
Published: (1971)
Forecasting Innovation Risks of Machine-Building Enterprises with the Use of Fuzzy Sets
by: I. A. Fedorenko, et al.
Published: (2017)
by: I. A. Fedorenko, et al.
Published: (2017)
Portfolio Optimization using the GO-GARCH model: Evidence from Ukrainian Stock Exchange
by: Z. Matsuk, et al.
Published: (2016)
by: Z. Matsuk, et al.
Published: (2016)
Optimal portfolios vis-а-vis corporate governance ratings: some UK evidence
by: S. M. Nor, et al.
Published: (2018)
by: S. M. Nor, et al.
Published: (2018)
The Formation of Modern Portfolio Theories: the Main Problems and Tendencies of Development
by: M. A. Kaftia
Published: (2019)
by: M. A. Kaftia
Published: (2019)
On the adequacy of fuzzy scale for fuzzy claster analysis problems
by: I. I. Rjasnaja
Published: (2018)
by: I. I. Rjasnaja
Published: (2018)
Fuzzy complex ranking method and its use for multicriteria comparison of alternatives
by: M. M. Potomkin, et al.
Published: (2022)
by: M. M. Potomkin, et al.
Published: (2022)
Applications of Geoinformation Technologiesin Problems of Modeling and Forecasting Flooding of Territories
by: V. I. Zatserkovnyi, et al.
Published: (2019)
by: V. I. Zatserkovnyi, et al.
Published: (2019)
Application of Fuzzy Logic for Telemedicine Systems
by: O. A. Khorozov
Published: (2017)
by: O. A. Khorozov
Published: (2017)
Application of variational method of homogeneous solutions for optimal control of axisymmetric thermoelastic state of cylinder
by: V. F. Chekurin, et al.
Published: (2017)
by: V. F. Chekurin, et al.
Published: (2017)
Quadratic Problem on Combinations Set and Method of its Solution
by: A. M. Nahirna
Published: (2019)
by: A. M. Nahirna
Published: (2019)
Search of optimal membership functions of fuzzy systems based on bioinspired evolutionary algorithms. Part II. Method implementation and study of its efficiency
by: A. V. Kozlov, et al.
Published: (2021)
by: A. V. Kozlov, et al.
Published: (2021)
Similar Items
-
Problem of Fuzzy portfolio optimization and its solution with application of forecasting methods
by: Zaychenko, Y., et al.
Published: (2016) -
Fuzzy GMDH and its application to forecasting financial processes
by: Y. Zaychenko, et al.
Published: (2019) -
A new geometrical method for portfolio optimization
by: F. Butin
Published: (2021) -
Research of the multistage stochastic portfolio optimization problems
by: O. A. Galkina
Published: (2016) -
On Polyhedral Coherent Risk Measures and Portfolio Optimization Problems
by: V. S. Kyryliuk
Published: (2022)